+8.7%
AA vs URI
+32.9%
-24.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.9% | -1.1% | +4.9% |
| 7D | +4.8% | -4.0% | +8.8% | +5.0% |
| 30D | -0.6% | +6.8% | -7.4% | -1.4% |
| 3M | -16.3% | -2.8% | -13.5% | -16.1% |
| 6M | -33.4% | +20.9% | -54.3% | -34.0% |
| YTD | -20.7% | +40.2% | -60.9% | -29.3% |
| All | +8.7% | +32.9% | -24.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling